Comparison and robustification of Bayes and Black-Litterman models (Q992041): Difference between revisions
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Revision as of 02:09, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison and robustification of Bayes and Black-Litterman models |
scientific article |
Statements
Comparison and robustification of Bayes and Black-Litterman models (English)
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8 September 2010
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portfolio optimization
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robust optimization
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Bayes model
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Black-Litterman model
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